+18.9%
NET vs AMGN
+48.7%
-29.8%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.7% | -6.3% | -1.7% |
| 7D | -16.4% | +5.9% | -22.3% | -15.2% |
| 30D | -25.8% | +18.7% | -44.6% | -23.4% |
| 3M | -11.5% | +23.4% | -34.9% | -8.1% |
| 6M | +18.9% | +49.7% | -30.8% | +35.7% |
| All | +18.9% | +48.7% | -29.8% | +35.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AMGN.
Daily Out/Under-Performance
Portfolio return minus AMGN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMGN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 6mo: compounded portfolio wealth divided by compounded AMGN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
6mo analysis · Full analysis span regression · 6 months rolling